On the prior and posterior distributions used in graphical modelling

DOI10.1214/13-BA819MaRDI QIDQ908014zbMATH OpenFDO

Authors Marco Scutari

Publication date 2 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.4058, https://projecteuclid.org/euclid.ba/1378729914

zbMATH Keywords

Bayesian networksstructure learningrandom graphsMarkov networksmultivariate discrete distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random graphs (graph-theoretic aspects) (05C80) Graphical methods in statistics (62A09) Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Abstract: Graphical model learning and inference are often performed using Bayesian techniques. In particular, learning is usually performed in two separate steps. First, the graph structure is learned from the data; then the parameters of the model are estimated conditional on that graph structure. While the probability distributions involved in this second step have been studied in depth, the ones used in the first step have not been explored in as much detail. In this paper, we will study the prior and posterior distributions defined over the space of the graph structures for the purpose of learning the structure of a graphical model. In particular, we will provide a characterisation of the behaviour of those distributions as a function of the possible edges of the graph. We will then use the properties resulting from this characterisation to define measures of structural variability for both Bayesian and Markov networks, and we will point out some of their possible applications.

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Cited in

(13)

• A review of Gaussian Markov models for conditional independence
• Learning Block Structured Graphs in Gaussian Graphical Models
• Structural Markov graph laws for Bayesian model uncertainty
• Objective methods for graphical structural learning
• Bayesian structure learning in sparse Gaussian graphical models
• On the invariance of conditioning procedures for the specification of prior distributions for nested DAG models
• Bayesian networks for sex-related homicides: structure learning and prediction
• Global prior distributions for the analysis of discrete graphical models
• Prior distributions for Gaussian graphical models: a comparison between the directed and undirected case
• Multi-domain sampling with applications to structural inference of Bayesian networks
• Block Structured Graph Priors in Gaussian Graphical Models
• An improved modified cholesky decomposition approach for precision matrix estimation
• Graphical posterior predictive classification: Bayesian model averaging with particle Gibbs

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